Preheat oven to 450 degrees. On a large rimmed baking sheet, toss carrots with oil and cayenne; season with salt. Arrange in a single layer (use two baking sheets if necessary). Roast, tossing once halfway through, until tender, 30 to 40 minutes.
In a small bowl, whisk together honey, zest, and lemon juice; season with salt. If making ahead of time, cover and refrigerate carrots and dressing separately, up to 1 day. Otherwise, drizzle dressing over cooked carrots (still on baking sheet); toss to coat. Transfer to a serving dish; serve warm or at room temperature.
I liked these but my husband found the cayenne a bit unexpected (not in a good way). I halved the recipe and the carrots were done in less than 30 minutes.
Carrots done this way are great even without the lemon sauce. I found the carrots only needed about 20 minutes of cooking time. I added the honey/lemon sauce once they were cooked and served immediately.